HedgeFund Intelligence Indices

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Global

Index May 2015 Jun 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.59% -0.91% 97% 2.46%
Emerging Market Debt 0.12% -1.01% 92% 1.63%
Emerging Market Equity 0.54% -2.70% 100% 5.31%
Equity 1.15% -0.80% 100% 3.52%
Event Driven 0.81% -1.31% 96% 1.93%
Macro 0.66% -1.59% 96% 1.80%
Managed Futures -0.10% -3.29% 93% -1.05%
Single Manager African Index 0.07% 0.19% 100% 7.41%

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Absolute Return

Index May 2015 Jun 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.10% -0.69% 100% -0.16%
Composite 0.50% -0.70% 100% 1.95%
Convertible & Equity Arbitrage 0.36% -0.81% 100% 2.76%
Credit 0.45% -0.55% 100% 2.28%
Distressed 0.26% -1.77% 100% -0.75%
Event Driven 0.91% -1.57% 100% 1.28%
Fixed Income 0.27% -0.24% 100% 1.51%
Global Equity 1.09% -0.70% 100% 3.93%
Latin American Debt 1.60% 0.41% 100% 2.82%
Latin American Equity -2.44% -0.49% 100% -5.53%
Macro 0.60% -1.55% 100% 2.65%
Managed Futures 0.47% -2.37% 100% 0.83%
Mixed Arbitrage 0.73% -0.46% 100% 3.55%
Mortgage Backed Securities 0.40% 0.14% 100% 3.37%
Multi-Strategy 0.89% -0.11% 100% 3.31%
Technology 0.72% 0.90% 100% 6.51%
U.S. Equity 0.90% -0.58% 100% 2.19%

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AsiaHedge

Index May 2015 Jun 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.19% -1.80% 100% 3.36%
Asia inc Japan 1.16% -2.29% 100% 5.27%
Australian Long/Short Equity 0.97% -1.05% 100% 3.64%
Chinese Long/Short Equity 1.72% -5.83% 100% 18.06%
Composite 1.08% -1.14% 100% 4.43%
Indian Long/Short Equity 2.45% -0.66% 100% 1.16%
Japan Long/Short Equity 2.00% 0.12% 100% 5.91%
Japan Long/Short Equity 1.93% 0.21% 100% 5.66%

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EuroHedge

Index May 2015 Jun 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.58% -1.08% 100% 2.58%
Convertible & Equity Arbitrage EUR 0.35% -1.73% 100% 0.79%
Convertible & Equity Arbitrage USD 0.58% -1.85% 100% 1.67%
Credit EUR 0.40% -0.68% 100% 2.59%
Credit USD 0.12% -0.76% 100% 1.13%
Currency -0.08% -0.79% 100% 4.17%
Emerging Market Debt USD 0.21% -2.46% 100% 0.58%
Emerging Market Equity USD -0.36% -1.98% 100% 3.16%
Equity Market Neutral & Quantitative Strategies EUR 0.83% 0.59% 100% 4.46%
Equity Market Neutral & Quantitative Strategies USD 0.92% 0.84% 100% 4.00%
European Equity EUR 1.58% -1.49% 100% 6.80%
European Equity GBP 1.88% -0.35% 100% 6.22%
European Equity Nordic 0.42% -1.66% 100% 3.47%
European Equity USD 1.68% -1.14% 100% 5.51%
Event Driven EUR 0.66% -0.69% 100% 3.74%
Event Driven USD 0.47% -0.82% 100% 3.22%
Fixed Income EUR -0.05% -0.58% 100% 1.67%
Fixed Income USD 0.17% -0.44% 100% 0.81%
Global Equity EUR 1.44% -0.72% 100% 5.09%
Global Equity USD 1.15% -1.39% 100% 4.16%
Macro EUR 0.25% -0.86% 100% 2.40%
Macro USD 1.01% -1.40% 100% 3.04%
Managed Futures EUR -1.64% -6.10% 100% -3.92%
Managed Futures USD -0.48% -5.06% 100% -2.16%
Mixed Arbitrage & Multi-Strategy USD 0.65% -0.92% 100% 2.42%

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InvestHedge

Index May 2015 Jun 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.50% -0.73% 100% 1.82%
Asian Pacific Fund of Funds 1.68% -1.36% 100% 7.11%
Commodities -0.31% -2.68% 100% -3.16%
Composite 0.93% -1.03% 98% 2.42%
Distressed 0.66% -1.02% 100% 1.21%
Emerging Managers 1.60% -0.39% 92% 4.54%
Emerging Markets Hedge USD 0.03% -0.80% 100% 4.26%
European Equity EUR 2.11% -1.28% 92% 5.27%
European Multi Strategy EUR 0.87% -1.11% 100% 4.04%
Fixed Income USD 0.42% -0.79% 100% 1.44%
Global Equity USD 1.50% -0.74% 95% 3.27%
Global Macro Currency USD 0.98% -2.63% 100% -1.02%
Global Multi Strategy EUR 0.84% -1.13% 95% 2.22%
Global Multi Strategy USD 0.97% -0.90% 95% 2.36%
Leveraged Global Multi-Strategy USD 0.99% -1.43% 94% 1.69%
Managed Futures -1.09% -5.61% 100% -2.78%
Self-Invested Fund of Funds USD 0.51% -0.80% 90% 1.50%
US Equity 1.09% -0.75% 100% 2.94%

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Absolute UCITS

Index May 2015 Jun 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.00% -0.44% 86% 1.35%
Equity Market Neutral & Quantitative Strategies 0.11% 0.05% 100% 1.23%
European Equity 0.92% -0.96% 94% 4.11%
Event Driven 1.24% -1.08% 81% 1.84%
Fund of Funds 0.87% -0.97% 84% 2.90%
Global Equity 0.92% -1.61% 93% 2.88%
Macro 0.78% -1.10% 85% 1.33%
Managed Futures -0.25% -3.35% 93% 0.17%
Mixed Arbitrage & Multi-Strategy 0.02% -1.54% 89% 2.08%
Single Manager Composite 0.53% -1.21% 92% 2.00%

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